scientific article; zbMATH DE number 409718

From MaRDI portal
Publication:4203245

zbMath0782.62051MaRDI QIDQ4203245

Efron, Bradley

Publication date: 8 September 1993


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (32)

John W. Tukey (1915--2000): His life and professional contributionsStabilizing bootstrap‐t confidence intervals for small samplesAsymptotic equivalence of the jackknife and infinitesimal jackknife variance estimators for some smooth statisticsConsistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statisticOn PRESS and deletion bootstraps in linear regressionAdaptive Choice and Resampling Techniques in Extremal Index EstimationToward robust early-warning models: a horse race, ensembles and model uncertaintyOn inconsistency of the jackknife-after bootstrap bias estimator for dependent dataJackknife resample method for precision estimation of weighted total least squaresJackknife method for the location of gross errors in weighted total least squaresMachine learning and design of experiments with an application to product innovation in the chemical industryBayesian inference and the parametric bootstrapRandom Forest Prediction IntervalsEstimation of exponentiated Nadarajah-Haghighi distribution under progressively type-II censored sample with application to bladder cancer dataSelection of the number of clusters via the bootstrap methodRobust BCa–JaB method as a diagnostic tool for linear regression modelsThe threshold bootstrap and threshold jackknifeImproved confidence interval estimation for oscillometric blood pressure measurement by combining bootstrap-after-jackknife function with non-Gaussian modelsSufficient jackknife-after-bootstrap method for detection of influential observations in linear regression modelsConvergence rates of empirical block length selectors for block bootstrapAn outlier nomination method based on the multihalver.Standard errors for bagged and random forest estimatorsAssessing the error in bootstrap estimates with dependent dataA nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methodsBatch mode active learning framework and its application on valuing large variable annuity portfoliosBootstrap diagnostics and remediesStructural equation modeling with near singular covariance matricesBootstrap and Other Resampling Methodologies in Statistics of ExtremesRobust prediction interval estimation for Gaussian processes by cross-validation methodBootstrap confidence intervals. With comments and a rejoinder by the authorsOn robustness properties of bootstrap approximationsNon-nested model selection based on the quantiles and it’s application in time series




This page was built for publication: